+2,038.9%
STX vs KHC
-51.7%
+2,090.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +16.8% | -3.3% | +20.2% | +17.4% |
| 30D | -27.0% | +9.1% | -36.2% | -28.2% |
| 3M | -37.9% | +1.4% | -39.3% | -38.3% |
| 6M | -32.5% | +8.4% | -40.8% | -34.6% |
| YTD | +98.6% | +6.2% | +92.4% | +91.9% |
| 1Y | +93.6% | +5.7% | +87.9% | +87.1% |
| 3Y | +699.1% | -12.0% | +711.1% | +694.8% |
| 5Y | +481.0% | -15.3% | +496.4% | +474.0% |
| All | +2,038.9% | -51.7% | +2,090.7% | +1,991.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling